+67.1%
CLF vs TE
-53.0%
+120.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.6% |
| 7D | +7.6% | -4.0% | +11.5% | +8.2% |
| 30D | -1.2% | -15.9% | +14.7% | +1.1% |
| 3M | -13.4% | -60.5% | +47.2% | -1.7% |
| 6M | +15.4% | -35.2% | +50.6% | +16.9% |
| YTD | -5.9% | -31.1% | +25.3% | -6.9% |
| 1Y | +18.8% | +148.6% | -129.8% | -10.6% |
| 3Y | -19.4% | -26.4% | +7.0% | -35.8% |
| 5Y | -47.7% | -48.0% | +0.3% | -58.3% |
| All | +67.1% | -53.0% | +120.1% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling